My MacBook doesn't have its own data plan, so when I'm out and can't sponge off someone's free WiFi (or don't trust it), I tether my phone. It's a great thing to be able to do.

And if I'm in that situation (often: in a library, a school parking lot waiting for my kid's basketball practice to end, etc.) I'm stingy about battery power. I turn off the Mac's Wifi (which makes a big difference), and wire tether my phone.